This was a question in our exam and I did not know which change of variables or trick to apply
How to show by inspection ( change of variables or whatever trick ) that
∫∞0cos(x2)dx=∫∞0sin(x2)dx
Computing the values of these integrals are known routine. Further from their values the equality holds. But can we show the equality beforehand?
Note: I am not asking for computation since it can be found here
and we have as well that,
∫∞0cos(x2)dx=∫∞0sin(x2)dx=√π8
and the result can be recover here, Evaluating ∫∞0sinx2dx with real methods?.
Is there any trick to prove the equality in (I) without computing the exact values of these integrals beforehand?
Answer
Employing the change of variables 2u=x2 We get I=∫∞0cos(x2)dx=1√2∫∞0cos(2x)√xdx J=∫∞0sin(x2)dx=1√2∫∞0sin(2x)√xdx
Summary: We will prove that J≥0 and I≥0 so that, proving that I=J is equivalent to 0=(I+J)(I−J)=I2−J2=lim
Where, I_t = \int_0^\infty e^{-tx^2}\cos(x^2) dx~~~~\text{and}~~~ J_t = \int_0^\infty e^{-tx^2}\sin(x^2) dx
t\mapsto I_t and t\mapsto J_t are clearly continuous due to the present of the integrand factor e^{-tx^2}.
However, By Fubini we have,
\begin{split} I_t^2-J^2_t&=& \left(\int_0^\infty e^{-tx^2}\cos(x^2) dx\right) \left(\int_0^\infty e^{-ty^2}\cos(y^2) dy\right) \\&-& \left(\int_0^\infty e^{-tx^2}\sin(x^2) dx\right) \left(\int_0^\infty e^{-ty^2}\sin(y^2) dy\right) \\ &=& \int_0^\infty \int_0^\infty e^{-t(x^2+y^2)}\cos(x^2+y^2)dxdy\\ &=&\int_0^{\frac\pi2}\int_0^\infty re^{-tr^2}\cos r^2 drd\theta\\&=&\frac\pi4 Re\left( \int_0^\infty \left[\frac{1}{i-t}e^{(i-t)r^2}\right]' dr\right)\\ &=&\color{blue}{\frac\pi4\frac{t}{1+t^2}\to 0~~as ~~~t\to 0} \end{split}
To end the proof: Let us show that I> 0 and J> 0. Performing an integration by part we obtain
J = \frac{1}{\sqrt{2}} \int^\infty_0\frac{\sin(2x)}{x^{1/2}}\,dx=\frac{1}{\sqrt{2}}\underbrace{\left[\frac{\sin^2 x}{x^{1/2}}\right]_0^\infty}_{=0} +\frac{1}{2\sqrt{2}} \int^\infty_0\frac{\sin^2 x}{x^{3/2}}\,dx\color{red}{>0}
Given that \color{red}{\sin 2x= 2\sin x\cos x =(\sin^2x)'}. Similarly we have,
I = \frac{1}{\sqrt{2}}\int^\infty_0\frac{\cos(2x)}{\sqrt{x}}\,dx=\frac{1}{2\sqrt{2}}\underbrace{\left[\frac{\sin 2 x}{x^{1/2}}\right]_0^\infty}_{=0} +\frac{1}{4\sqrt{2}} \int^\infty_0\frac{\sin 2 x}{x^{3/2}}\,dx\\= \frac{1}{4\sqrt{2}}\underbrace{\left[\frac{\sin^2 x}{x^{1/2}}\right]_0^\infty}_{=0} +\frac{3}{8\sqrt{2}} \int^\infty_0\frac{\sin^2 x}{x^{5/2}}\,dx\color{red}{>0}
Conclusion: ~~~I^2-J^2 =0, I>0 and J>0 impliy I=J. Note that we did not attempt to compute neither the value of ~~I nor J.
Extra-to-the answer However using similar technique in above prove one can easily arrives at the following \color{blue}{I_tJ_t = \frac\pi8\frac{1}{t^2+1}} from which one get the following explicit value of \color{red}{I^2=J^2= IJ = \lim_{t\to 0}I_tJ_t =\frac{\pi}{8}}
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